+272.3%
MTZ vs IWF
+65.9%
+206.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.1% | +0.2% |
| 7D | +5.0% | +2.8% | +2.2% | +1.6% |
| 30D | -6.0% | -7.5% | +1.5% | +3.7% |
| 3M | -36.1% | -8.5% | -27.6% | -28.4% |
| 6M | -56.9% | -7.4% | -49.5% | -52.3% |
| YTD | -15.9% | -2.6% | -13.3% | -12.9% |
| 1Y | -3.8% | -1.8% | -2.0% | -1.2% |
| 3Y | +272.3% | +65.5% | +206.8% | +103.0% |
| All | +272.3% | +65.9% | +206.4% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IWF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling